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added newton sqrt alg

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This commit is contained in:
Iveta 2024-11-07 04:24:17 +02:00
parent 51030759e0
commit 1f9c2f67f4
2 changed files with 23 additions and 0 deletions
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2
include/sta/math/linalg/linalg.hpp
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@ -30,6 +30,8 @@ matrix inv_schur_dec(matrix);
matrix _inv_char_poly_3x3(matrix);
matrix _inv_char_poly_2x2(matrix);
matrix sqrtm(matrix);
} // namespace linalg
} // namespace math
} // namespace sta

21
src/linalg/linalg.cpp
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@ -355,6 +355,27 @@ matrix _inv_char_poly_2x2(matrix m) {
}
matrix sqrtm(matrix m) {
//to-do: matrix positive semidefinite?
float threshold = 0.0001;
int count = 15;
float diff = 100;
sta::math::matrix x0 = m;
sta::math::matrix x1;
do {
x1 = (x0 + m*sta::math::linalg::inv(x0))*0.5;
diff = sta::math::linalg::norm(x1 - x0);
count--;
x0 = x1;
}
while(diff > threshold && count > 0);
return x1;
}
} // namespace linalg